+527.5%
APP vs LII
+14.4%
+513.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.8% | +3.3% |
| 7D | +4.6% | +2.9% | +1.6% | +2.9% |
| 30D | +56.0% | +0.9% | +55.1% | +53.4% |
| 3M | +30.8% | -15.5% | +46.4% | +42.7% |
| 6M | -9.8% | -30.2% | +20.4% | +7.1% |
| YTD | -39.3% | -26.8% | -12.4% | -33.0% |
| 1Y | -26.4% | -25.3% | -1.2% | -20.3% |
| 3Y | +887.9% | -7.8% | +895.7% | +705.5% |
| 5Y | +264.1% | +17.0% | +247.1% | +88.8% |
| All | +527.5% | +14.4% | +513.0% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling